Seminar

Optimal Detection of a Hidden Target

Abstract

Imagine that you are observing a sample path of the continuous process started at zero and that you wish to detect when this sample path reaches a level that is not directly observable. Situations of this type occur naturally in many applied problems and there is a whole range of hypotheses that can be introduced to study various particular aspects of the problem. We will present a review of the recent results with a view to inference for change-points.